College students (N=396), chronic pain patients (N=319), and schizophrenic veterans (N=43) completed the Depression Coping Questionnaire (DCQ) and the Beck Depression Inventory (BDI). Factor analysis of the DCQ identified eleven coping responses: social support, problem solving, self-blame/escape, aggression, indulgence, activities, medication, stimulation, eating, television, and ignoring. Multiple regression analyses indicated that the DCQ contributed significant variance in predicting BDI scores of men and of women. Both men's and women's BDI scores were positively correlated with age, self-blame/escape, medication, and television and negatively correlated with social support, problem solving, and indulgence. Men's BDI scores were positively correlated with stimulation and aggression and negatively correlated with ignoring. Four discriminant functions were identified in a discriminant analysis comparing nine groups made up of veterans and of depressed and nondepressed male and female college students and male and female pain patients. Function 1 discriminated college students from other participants on a dimension ranging from indulgence (college students) to medication and stimulation (others). Function 2 discriminated between depressed and nondepressed participants on a dimension ranging from high (depressed) to low (nondepressed) use of self-blame/escape. Function 3 discriminated men from women on a dimension ranging from indulgence, television, and activities (men) to social support, problem solving, self-blame/escape, and eating (women). Function 4 discriminated veterans from other participants on a dimension ranging from ignoring and stimulation (veterans) to aggression and television (others). These results and results from previous research suggest that coping styles are predictive of depression. (Six pages of references, five tables, and one figure are included.) (Author/NB)